SOFI vs. GPIX
SOFI (SoFi Technologies, Inc.) is a stock, while GPIX (Goldman Sachs S&P 500 Premium Income ETF) is Derivative Income fund actively managed by Goldman Sachs. Over the past year, SOFI returned 15.87% vs 22.98% for GPIX. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
SOFI vs. GPIX - Performance Comparison
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Returns By Period
In the year-to-date period, SOFI achieves a -36.97% return, which is significantly lower than GPIX's 8.17% return.
SOFI
- 1D
- 2.93%
- 1M
- 4.76%
- YTD
- -36.97%
- 6M
- -40.24%
- 1Y
- 15.87%
- 3Y*
- 26.35%
- 5Y*
- -6.19%
- 10Y*
- —
GPIX
- 1D
- 0.29%
- 1M
- 0.38%
- YTD
- 8.17%
- 6M
- 8.56%
- 1Y
- 22.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOFI vs. GPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SOFI SoFi Technologies, Inc. | -36.97% | 70.00% | 54.77% | 44.20% |
GPIX Goldman Sachs S&P 500 Premium Income ETF | 8.17% | 16.25% | 21.77% | 13.45% |
Correlation
The correlation between SOFI and GPIX is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2023 | 0.56 |
The correlation between SOFI and GPIX has been stable across timeframes, ranging from 0.56 to 0.56 - a consistent structural relationship.
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Return for Risk
SOFI vs. GPIX — Risk / Return Rank
SOFI
GPIX
SOFI vs. GPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Technologies, Inc. (SOFI) and Goldman Sachs S&P 500 Premium Income ETF (GPIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SOFI | GPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.42 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 2.99 | -2.69 |
| Martin ratioReturn relative to average drawdown | 0.56 | 14.96 | -14.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOFI | GPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 2.22 | -1.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 1.71 | -1.59 |
Drawdowns
SOFI vs. GPIX - Drawdown Comparison
The maximum SOFI drawdown since its inception was -83.32%, which is greater than GPIX's maximum drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for SOFI and GPIX.
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Drawdown Indicators
| SOFI | GPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.32% | -17.50% | -65.82% |
Max Drawdown (1Y)Largest decline over 1 year | -52.96% | -7.71% | -45.25% |
Max Drawdown (3Y)Largest decline over 3 years | -52.96% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -81.54% | — | — |
Current DrawdownCurrent decline from peak | -48.77% | -2.06% | -46.71% |
Average DrawdownAverage peak-to-trough decline | -51.23% | -1.48% | -49.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.21% | 1.54% | +26.67% |
Volatility
SOFI vs. GPIX - Volatility Comparison
SoFi Technologies, Inc. (SOFI) has a higher volatility of 17.24% compared to Goldman Sachs S&P 500 Premium Income ETF (GPIX) at 3.07%. This indicates that SOFI's price experiences larger fluctuations and is considered to be riskier than GPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOFI | GPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.24% | 3.07% | +14.17% |
Volatility (6M)Calculated over the trailing 6-month period | 38.62% | 8.22% | +30.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.53% | 10.40% | +46.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.71% | 13.84% | +52.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.97% | 13.84% | +58.13% |
Dividends
SOFI vs. GPIX - Dividend Comparison
SOFI has not paid dividends to shareholders, while GPIX's dividend yield for the trailing twelve months is around 8.13%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GPIX Goldman Sachs S&P 500 Premium Income ETF | 8.13% | 8.01% | 7.45% | 1.40% |
SOFI SoFi Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SOFI and GPIX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOFI has higher volatility (17.24%) compared to GPIX (3.07%). In terms of maximum drawdown, SOFI dropped -83.32% vs GPIX's -17.50%.
GPIX currently has the higher Sharpe Ratio (2.22 vs 0.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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